+145.8%
FTNT vs MSI
+69.3%
+76.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.9% |
| 7D | -2.7% | -5.8% | +3.0% | -2.1% |
| 30D | -1.4% | -1.0% | -0.4% | -1.3% |
| 3M | +10.1% | +14.2% | -4.1% | +8.1% |
| 6M | +88.2% | +1.0% | +87.2% | +88.2% |
| YTD | +98.3% | +21.5% | +76.8% | +89.6% |
| 1Y | +96.0% | -2.1% | +98.1% | +98.8% |
| 3Y | +145.8% | +69.3% | +76.5% | +181.5% |
| All | +145.8% | +69.3% | +76.5% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling